The McKean stochastic game driven by a spectrally negative Lévy process (Q1039011)

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The McKean stochastic game driven by a spectrally negative Lévy process
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    title
    The McKean stochastic game driven by a spectrally negative Lévy process (English)
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    DOI
    10.1214/EJP.v13-484
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    author
    Erik J. Baurdoux
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    Andreas E. Kyprianou
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    publication date
    20 November 2009
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    zbMATH DE Number
    5636503
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    zbMATH Keywords
    stochastic games
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    optimal stopping
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    pasting principles
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    fluctuation theory
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    Lévy processes
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